+725.0%
VTV vs ROP
+1,805.6%
-1,080.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +1.5% |
| 7D | +0.5% | -4.4% | +5.0% | +2.7% |
| 30D | +1.1% | +3.2% | -2.1% | -0.6% |
| 3M | +5.9% | +23.1% | -17.2% | -5.3% |
| 6M | +11.6% | +13.3% | -1.7% | +3.3% |
| YTD | +19.8% | -7.9% | +27.7% | +22.0% |
| 1Y | +26.2% | -22.1% | +48.3% | +39.4% |
| 3Y | +68.5% | -16.8% | +85.3% | +78.0% |
| 5Y | +79.9% | -13.5% | +93.4% | +83.6% |
| 10Y | +229.7% | +137.7% | +92.0% | +93.6% |
| All | +725.0% | +1,805.6% | -1,080.6% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling